XLPack 7.0
XLPack Numerical Library (Excel VBA) Reference Manual
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Functions
G2. Constrained optimization of a general multivariate function

Functions

Sub Mnfb (N As Long, X() As Double, B() As Double, F As LongPtr, Info As Long, Optional Itsum As LongPtr=NullPtr, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1, Optional Eta0 As Double=-1)
 Minimum of a multivariable nonlinear function (trust region method) (simply bounded) (gradient computed by finite differences)
 
Sub Mnfb_r (N As Long, X() As Double, B() As Double, Info As Long, YY As Double, IRev As Long, Optional Iout As Long=0, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1, Optional Eta0 As Double=-1)
 Minimum of a multivariable nonlinear function (trust region method) (simply bounded) (gradient computed by finite differences) (reverse communication version)
 
Sub Mngb (N As Long, X() As Double, B() As Double, F As LongPtr, G As LongPtr, Info As Long, Optional Itsum As LONGPTR=NullPtr, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1)
 Minimum of a multivariable nonlinear function (trust region method) (simply bounded)
 
Sub Mngb_r (N As Long, X() As Double, B() As Double, Info As Long, YY As Double, YYp() As Double, IRev As Long, Optional Iout As Long=0, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional NFGcal As Long, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1)
 Minimum of a multivariable nonlinear function (trust region method) (simply bounded) (reverse communication version)
 
Sub Mnhb (N As Long, X() As Double, B() As Double, F As LongPtr, GH As LongPtr, Info As Long, Optional Itsum As LongPtr=NullPtr, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Dtype As Long=0, Optional Dfac As Double=-1, Optional Dtol As Double=0, Optional D0 As Double=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1)
 Minimum of a multivariable nonlinear function (trust region method) (simply bounded) (gradient and Hessian computed analytically)
 
Sub Mnhb_r (N As Long, X() As Double, B() As Double, Info As Long, YY As Double, YYp() As Double, YYpd() As Double, IRev As Long, Optional Iout As Long=0, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional NFGcal As Long, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Dtype As Long=0, Optional Dfac As Double=-1, Optional Dtol As Double=0, Optional D0 As Double=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1)
 Minimum of a multivariable nonlinear function (trust region method) (simply bounded) (gradient and Hessian computed analytically) (reverse communication version)
 

Detailed Description

This is the group of G2. Constrained optimization of a general multivariate function.